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The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…

Optimization and Control · Mathematics 2026-04-14 Nicole Tianjiao Yang

Analysis and synthesis of safety-critical autonomous systems are carried out using models which are often dynamic. Two central features of these dynamic systems are parameters and unmodeled dynamics. This paper addresses the use of a…

Systems and Control · Electrical Eng. & Systems 2022-03-17 Arnab Sarker , Peter Fisher , Joseph E. Gaudio , Anuradha M. Annaswamy

Non-linear dynamical systems represent a compact, flexible, and robust tool for reactive motion generation. The effectiveness of dynamical systems relies on their ability to accurately represent stable motions. Several approaches have been…

Robotics · Computer Science 2020-06-01 Matteo Saveriano

This study introduces a training-free conditional diffusion model for learning unknown stochastic differential equations (SDEs) using data. The proposed approach addresses key challenges in computational efficiency and accuracy for modeling…

Machine Learning · Computer Science 2024-10-07 Yanfang Liu , Yuan Chen , Dongbin Xiu , Guannan Zhang

In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…

Chaotic Dynamics · Physics 2017-06-02 Mustafa A. Mohamad , Themistoklis P. Sapsis

Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Robert Lefringhausen , Theodor Springer , Sandra Hirche

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

We present a new method for learning control law that stabilizes an unknown nonlinear dynamical system at an equilibrium point. We formulate a system identification task in a self-supervised learning setting that jointly learns a controller…

Systems and Control · Electrical Eng. & Systems 2022-03-17 Priyabrata Saha , Magnus Egerstedt , Saibal Mukhopadhyay

In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…

Dynamical Systems · Mathematics 2012-08-08 Hu Hongxiao

Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…

Molecular Networks · Quantitative Biology 2025-12-03 Thomas P. Steele , David J. Warne

We show that a neural network originally designed for language processing can learn the dynamical rules of a stochastic system by observation of a single dynamical trajectory of the system, and can accurately predict its emergent behavior…

Statistical Mechanics · Physics 2022-02-18 Corneel Casert , Isaac Tamblyn , Stephen Whitelam

We propose a new method for spatio-temporal forecasting on arbitrarily distributed points. Assuming that the observed system follows an unknown partial differential equation, we derive a continuous-time model for the dynamics of the data…

Machine Learning · Computer Science 2022-03-18 Marten Lienen , Stephan Günnemann

We propose a numerical method for discovering unknown parameterized dynamical systems by using observational data of the state variables. Our method is built upon and extends the recent work of discovering unknown dynamical systems, in…

Numerical Analysis · Mathematics 2020-03-11 Tong Qin , Zhen Chen , John Jakeman , Dongbin Xiu

Learning stochastic models of dynamical systems from observed data is of interest in many scientific fields. Here, we propose a new method for this task within the family of dynamical variational autoencoders. The proposed double projection…

Machine Learning · Computer Science 2026-03-10 Viktor Sip , Martin Breyton , Spase Petkoski , Viktor Jirsa

The prescribed-time stabilization problem for a general class of nonlinear systems with unknown input gain and appended dynamics (with unmeasured state) is addressed. Unlike the asymptotic stabilization problem, the prescribed-time…

Optimization and Control · Mathematics 2021-08-10 Prashanth Krishnamurthy , Farshad Khorrami

We introduce a method for learning the dynamics of complex nonlinear systems based on deep generative models over temporal segments of states and actions. Unlike dynamics models that operate over individual discrete timesteps, we learn the…

Machine Learning · Computer Science 2017-07-14 Nikhil Mishra , Pieter Abbeel , Igor Mordatch

This article proposes a dynamical system modeling approach for the analysis of longitudinal data of self-regulated systems experiencing multiple excitations. The aim of such an approach is to focus on the evolution of a signal (e.g., heart…

We present a novel, model-free, and data-driven methodology for controlling complex dynamical systems into previously unseen target states, including those with significantly different and complex dynamics. Leveraging a parameter-aware…

Chaotic Dynamics · Physics 2026-02-13 Daniel Köglmayr , Alexander Haluszczynski , Christoph Räth

Stochastic parabolic equations are widely used to model many random phenomena in natural sciences, such as the temperature distribution in a noisy medium, the dynamics of a chemical reaction in a noisy environment, or the evolution of the…

Analysis of PDEs · Mathematics 2023-09-21 Zhonghua Liao , Qi Lü

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of…

Machine Learning · Statistics 2023-06-01 Linus Bleistein , Adeline Fermanian , Anne-Sophie Jannot , Agathe Guilloux